There is a Guard button. Have you tried using that?
Guard currently has no reliable effect I've been able to determine. It doesn't take units off of the tab-to-next-unit rotation, nor does it reliably take them off of the auto-next-unit rotation. If it did do something when an enemy unit came within range I don't know that I'd be able to tell that from randomly popping up as active.
Now, if it's meant to work like Sleep did in the various Civs, where the unit is considered inactive and ignored until it 'wakes up' due to an enemy unit moving next to it, that would be great. Somewhat less effective than Civ, since there's no control area for units, but hey. Now they just need to get it working, one way or the other.